Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.341855 0.375066 0.411284 0.453928 0.503034 0.558141 0.625123
2025-03-16 0.308898 0.352833 0.403599 0.467270 0.545959 0.641340 0.767792
2025-03-23 0.282413 0.332575 0.393176 0.473093 0.577770 0.713300 0.907496
2025-03-30 0.260208 0.314085 0.381589 0.474448 0.602349 0.778007 1.048606
2025-04-06 0.240632 0.296429 0.368496 0.471259 0.619153 0.833335 1.186376
2025-04-13 0.218896 0.273778 0.346303 0.452603 0.610926 0.850165 1.267244
2025-04-20 0.207408 0.263626 0.339756 0.454725 0.632592 0.914638 1.439719
2025-04-27 0.196923 0.253872 0.332679 0.454937 0.650782 0.975721 1.620541
2025-05-04 0.187452 0.244737 0.325565 0.454067 0.666664 1.034871 1.812747
2025-05-11 0.180053 0.237952 0.321200 0.456766 0.688386 1.107492 2.053344
2025-05-18 0.169039 0.225212 0.307001 0.442371 0.678819 1.119959 2.164040
2025-05-25 0.158432 0.212476 0.291980 0.425343 0.662607 1.116872 2.237186
2025-06-01 0.153073 0.207446 0.288759 0.428125 0.683604 1.194175 2.544956
2025-06-08 0.150549 0.206476 0.291706 0.441491 0.725970 1.324832 3.056203
2025-06-15 0.146630 0.203113 0.290561 0.447548 0.754967 1.432598 3.559393
2025-06-22 0.142130 0.198578 0.287178 0.449226 0.775308 1.524813 4.067770
2025-06-29 0.137136 0.192995 0.281695 0.446532 0.786140 1.596177 4.548522
2025-07-06 0.129831 0.183403 0.268989 0.429375 0.763964 1.578060 4.665031
2025-07-13 0.126488 0.180012 0.266550 0.431441 0.784164 1.677915 5.361606
2025-07-20 0.123052 0.176298 0.263328 0.431697 0.800315 1.770817 6.113428
2025-07-27 0.119664 0.172505 0.259743 0.430924 0.813985 1.860318 6.944188
2025-08-03 0.117013 0.169804 0.257904 0.433455 0.835841 1.981190 8.110417
2025-08-10 0.112045 0.163051 0.248564 0.420087 0.817330 1.968637 8.406070